ASA Connect

Dear ASA Community:

Does anyone have a recommendation for text book, article, or online resource that discusses the similarities between a random effects model and an empirical Bayes estimator?  In one of the ASA CSP course descriptions, I noticed the sentence, "They often go by other names, including blocking models, variance component models, nested and split-plot designs, hierarchical linear models, multilevel models, empirical Bayes, repeated measures, covariance structure models, and random coefficient models."  I am curious about how a frequentist random effects model is similar to an empirical bayes estimator.

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Brandy Sinco, BS, MA, MS
Statistician Senior
Michigan Medicine
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G. K. Robinson (1991), That BLUP is a Good Thing, in Statistical Science, is still my favorite. It is available here: Robinson : That BLUP is a Good Thing: The Estimation of Random Effects . See sections 4.2 and 5.7 as well as the comments by Harville, Speed, and Steffey & Kass.

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S. Wright
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Original Message:
Sent: 01-07-2021 08:51
From: Brandy Sinco
Subject: Random Effects Frequentist Model and Empirical Bayes Estimator

Dear ASA Community:

Does anyone have a recommendation for text book, article, or online resource that discusses the similarities between a random effects model and an empirical Bayes estimator?  In one of the ASA CSP course descriptions, I noticed the sentence, "They often go by other names, including blocking models, variance component models, nested and split-plot designs, hierarchical linear models, multilevel models, empirical Bayes, repeated measures, covariance structure models, and random coefficient models."  I am curious about how a frequentist random effects model is similar to an empirical bayes estimator.

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Brandy Sinco, BS, MA, MS
Statistician Senior
Michigan Medicine
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In my opinion, one of the best books on random effects models is "Richly Parameterized Linear Models: Additive, Time Series, and Spatial Models Using Random Effects" by James Hodges.  I recommend it highly.

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Michael Lavine
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Original Message:
Sent: 01-07-2021 08:51
From: Brandy Sinco
Subject: Random Effects Frequentist Model and Empirical Bayes Estimator

Dear ASA Community:

Does anyone have a recommendation for text book, article, or online resource that discusses the similarities between a random effects model and an empirical Bayes estimator?  In one of the ASA CSP course descriptions, I noticed the sentence, "They often go by other names, including blocking models, variance component models, nested and split-plot designs, hierarchical linear models, multilevel models, empirical Bayes, repeated measures, covariance structure models, and random coefficient models."  I am curious about how a frequentist random effects model is similar to an empirical bayes estimator.

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Brandy Sinco, BS, MA, MS
Statistician Senior
Michigan Medicine
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Thanks to everyone who responded.  These are excellent resources.

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Brandy Sinco, BS, MA, MS
Statistician Senior
Michigan Medicine
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Original Message:
Sent: 01-08-2021 09:11
From: Michael Lavine
Subject: Random Effects Frequentist Model and Empirical Bayes Estimator

In my opinion, one of the best books on random effects models is "Richly Parameterized Linear Models: Additive, Time Series, and Spatial Models Using Random Effects" by James Hodges.  I recommend it highly.

------------------------------
Michael Lavine

Original Message:
Sent: 01-07-2021 08:51
From: Brandy Sinco
Subject: Random Effects Frequentist Model and Empirical Bayes Estimator

Dear ASA Community:

Does anyone have a recommendation for text book, article, or online resource that discusses the similarities between a random effects model and an empirical Bayes estimator?  In one of the ASA CSP course descriptions, I noticed the sentence, "They often go by other names, including blocking models, variance component models, nested and split-plot designs, hierarchical linear models, multilevel models, empirical Bayes, repeated measures, covariance structure models, and random coefficient models."  I am curious about how a frequentist random effects model is similar to an empirical bayes estimator.

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Brandy Sinco, BS, MA, MS
Statistician Senior
Michigan Medicine
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​Hi Brandy,

I am recommending Robinson (1991) for a nice overview of estimating random effects: 1177011926 (projecteuclid.org)

You may also take a look at some of the early articles on James-Stein estimation: efron-morris2.pdf (chicagobooth.edu), EfronMorrisJASA1975.pdf (mcgill.ca), Article1977.pdf (stanford.edu)

Best,

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Andreea Erciulescu, PhD
Sr. Statistician
Westat
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Original Message:
Sent: 01-07-2021 08:51
From: Brandy Sinco
Subject: Random Effects Frequentist Model and Empirical Bayes Estimator

Dear ASA Community:

Does anyone have a recommendation for text book, article, or online resource that discusses the similarities between a random effects model and an empirical Bayes estimator?  In one of the ASA CSP course descriptions, I noticed the sentence, "They often go by other names, including blocking models, variance component models, nested and split-plot designs, hierarchical linear models, multilevel models, empirical Bayes, repeated measures, covariance structure models, and random coefficient models."  I am curious about how a frequentist random effects model is similar to an empirical bayes estimator.

------------------------------
Brandy Sinco, BS, MA, MS
Statistician Senior
Michigan Medicine
------------------------------